Overview

Forecasting is the application of time series analysis to predict future events. It is a critical tool for planning and decision-making in business, finance, and government.

Common Methods

  • Qualitative: Based on expert opinion and judgment.
  • Quantitative: Based on mathematical models and historical data (e.g., Exponential Smoothing, ARIMA).

Accuracy

Forecasting is rarely 100% accurate. Accuracy is typically measured using metrics like Mean Absolute Error (MAE) or Root Mean Square Error (RMSE).

Related Terms